I personally have no experiences, but I do have a good story involving friends.
Since I'm a male at university in the states I decided to join a fraternity. The national office of the fraternity is held in an old house called Laurel Hall. The hall was finished in 1916 by a banking professional for the amazing sum of $2.1m in 1916 money. I've been there many times, it's a beautiful house with a 4 story wrapping staircase. The family fell on hard times financially during the first World War then, to quote from the website...
Personal tragedy also struck the Fletchers that year. Stoughton's wife, May, had been afflicted with stomach problems and "nervous trouble." After a trip to New York brought no relief, she took her own life by ingesting Prussian Acid, a poison. Her mother, Mrs. Eva Henley, found her daughter's body and, in a fit of despair, drank the remaining acid and died minutes later. Stoughton was in Chicago on business, and immediately returned to Indianapolis. This tragedy was the banner headline of the Indianapolis News on March 23, 1921, a sad reminder of the enormous influence of the Fletchers on Indianapolis life.
The family soon left the house and it exchanged hands between schools, think tanks, and other organizations till my fraternity got it. They invested several million in a refurbishment, including living quarters for traveling consultants for the fraternity, a bar in the basement, and laundry facilities.
There are four stories from Laurel Hall that happened to good friends, working as consultants, within this past year.
One consultant came back late at night from a tour on the road to do some laundry in the basement. The laundry room door is a very heavy steel door, as he was doing his laundry this door slammed shut behind him and the room instantly got cold. He said "fuck it" and ran upstairs and finished his laundry the next day. This was the weakest of stories.
Another consultant also came back late one night to do some laundry. As he was walking down the hallway towards the laundry room and he started hearing music. As he walked more the music go louder. He was approaching the bar and thought someone left music on, but found it dark and shut down. He continued walking, and as the music was getting louder he started to hear people socializing too. He walked quicker to the laundry room, and the music got louder till he got to the room, and it all stopped. Again, he said "fuck it", ran out of the house, and went to his girl friends for the night.
One of my close friends and consultant was in the bar with his girl friend watching a movie in the bar and doing laundry. They both went to the laundry room and turned off the bar lights. As they were folding, she realized she forgot her coat in the bar. My buddy told her "Hey while you're there, take a few pictures when it's dark" because he heard of the stories. She left and came quickly back. She said she was freaked out in the room (he didn't tell her the stories yet) and she took photos. One of the photos has an outline of a man, standing at the bottom of a stairwell, looking up towards the camera. Unfortunately I don't have access to this photo right now, but I have seen it and it's freaky.
Last story is of a doll. In the basement there is a freaky doll that is in a glass, sealed case. This doll one day went missing and no one, from the staff to cleaners, knows where it went.
Combine this all with reports of screams at night, shadowy figures at the end of beds, pictures of the house with no one inside yet there is smoke coming out of chimneys, and so forth. While I STILL don't believe in ghosts, when your close friends come up to you and talk about their experiences like this, it does raise doubts in your mind.